To get notifications in your "inbox" (of the game) whenever someone posts something new in a forum thread that you are subscribed (those that you post are automatically subscribed). Also I would say automatically subscribed in case you reply to some thread even if you are not the first message.
For example, when I post this message I got automatically subscribed to this thread. When someones replies to it, I get a notification in my game inbox. Until I read the new messages, I don't get more notifications from this thread. So for example 3 people replies but I haven't got time to check the new messages, I only get one notification. Now I check the messages and read the new ones... when someone replies again, I get a new notification. So only ONE notification when new messages.
Also the option to "watch" or "subscribe" to other threads even if I haven't wrote anything in them, in case I want to follow any interesting thread.